CME Australian Dollar Future September 2017

Trading Metrics calculated at close of trading on 24-Aug-2017

Day Change Summary
	Previous	Current
	23-Aug-2017	24-Aug-2017	Change	Change %	Previous Week
Open	0.7909	0.7906	-0.0003	0.0%	0.7891
High	0.7917	0.7914	-0.0003	0.0%	0.7960
Low	0.7880	0.7865	-0.0015	-0.2%	0.7805
Close	0.7905	0.7903	-0.0002	0.0%	0.7930
Range	0.0037	0.0049	0.0012	32.4%	0.0155
ATR	0.0066	0.0065	-0.0001	-1.9%	0.0000
Volume	66,716	63,737	-2,979	-4.5%	467,142

Daily Pivots for day following 24-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8041	0.8021	0.7930
R3	0.7992	0.7972	0.7916
R2	0.7943	0.7943	0.7912
R1	0.7923	0.7923	0.7907	0.7909
PP	0.7894	0.7894	0.7894	0.7887
S1	0.7874	0.7874	0.7899	0.7859
S2	0.7845	0.7845	0.7894
S3	0.7796	0.7825	0.7890
S4	0.7747	0.7776	0.7876

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8363	0.8302	0.8015
R3	0.8208	0.8147	0.7973
R2	0.8053	0.8053	0.7958
R1	0.7992	0.7992	0.7944	0.8023
PP	0.7898	0.7898	0.7898	0.7914
S1	0.7837	0.7837	0.7916	0.7868
S2	0.7743	0.7743	0.7902
S3	0.7588	0.7682	0.7887
S4	0.7433	0.7527	0.7845

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7948	0.7865	0.0083	1.1%	0.0051	0.6%	46%	False	True	69,287
10	0.7960	0.7805	0.0155	2.0%	0.0067	0.8%	63%	False	False	83,573
20	0.8038	0.7805	0.0233	2.9%	0.0064	0.8%	42%	False	False	87,400
40	0.8061	0.7562	0.0499	6.3%	0.0068	0.9%	68%	False	False	92,487
60	0.8061	0.7362	0.0699	8.8%	0.0063	0.8%	77%	False	False	74,885
80	0.8061	0.7315	0.0746	9.4%	0.0061	0.8%	79%	False	False	56,312
100	0.8061	0.7315	0.0746	9.4%	0.0059	0.7%	79%	False	False	45,084
120	0.8061	0.7315	0.0746	9.4%	0.0058	0.7%	79%	False	False	37,591

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8122
2.618	0.8042
1.618	0.7993
1.000	0.7963
0.618	0.7944
HIGH	0.7914
0.618	0.7895
0.500	0.7890
0.382	0.7884
LOW	0.7865
0.618	0.7835
1.000	0.7816
1.618	0.7786
2.618	0.7737
4.250	0.7657

Fisher Pivots for day following 24-Aug-2017
Pivot	1 day	3 day
R1	0.7899	0.7907
PP	0.7894	0.7905
S1	0.7890	0.7904

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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